Intertemporal asset pricing with bitcoin
Dimitrios Koutmos, James E. Payne
| Year of publication: |
2021
|
|---|---|
| Authors: | Koutmos, Dimitrios ; Payne, James E. |
| Subject: | Asset pricing | Bitcoin | Heterogeneous agents | EGARCH | Hodrick-Prescott filter | Markov regime-switching | Markov-Kette | Markov chain | CAPM | Virtuelle Währung | Virtual currency | Theorie | Theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00904-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012432684